NBER profile: Torben G. Andersen.

• Position: National Bureau of Economic Research - Brief article - Biography

Associate in the NBER'S Program on Asset Pricing. He is also the Nathan S. and Mary P. Sharp Distinguished Professor of Finance at Northwestern University's Kellogg School of Management, and is the chair of the International Business and Markets Program there.

Andersen, a native of Denmark, holds an M.S. in Economics and Mathematics from the University of Aarhus, Denmark, and a Ph.D. in economics from Yale University. He joined the Kellogg School faculty in 1991 as an Assistant Professor, was promoted to Associate Professor in 1997, and to full professor in 2000.

Andersen is serving as the editor of the Journal of Business and Economic Statistics for...